I am no expert, so this is just my understanding: pgp encrypts the message, with the the recipients public key. Once the private key is compromised , bruforced or cracked, all messages are compromised. With signal, and all the other apps that uses signal protocol, it's different. Here, the key is renewed often (i think for each message) and the key is device dependant. Therefore if the key is compromised no previous messages are compromised and neither are communications with other people. This is what e2e means, and pgp is not that. Also the key or self is harder to crack I think, but i am not sure how strong signals elliptic curve crypto is finished to a 4096 rsa key.

Tldr: pgp is a simple encryption at rest, that can be cracked once and for all. Signal et. All is e2e encrypted and much harder to compromise one and for all.